I love a good long exposure. Here a a few tips...
1 Location location location. you need to be in the middle of nowhere, aways away from all the light pollution of a city.
2 Composition. when you compose the shot fame it like you would a landscape. include some foreground.
3 Find the north star. if you can do that successfully in place it somewhere in your picture it can make a really neat effect.
4 Focus. set focus to manual and focus your lens to infinity.
5 ISO. make sure you use iso 100 and make sure long exposure iso noise reduction is on. even with all these precautions be prepared for a lot of noise.
6 Battery. you will want a full battery because being a digital camera long exposures drain the battery fairly quickly. and for an hour of exposure you can expect another hour for your camera to process the image. I've never done an exposure longer than 1.5 hours. my friend tried a 2+ hour exposure and his battery died when the camera was still processing so he lost the image. he was using a canon rebel xsi with a battery grip.
7 Manual. Shoot manual and you really have to guess on your exposures. something like f/9 and an hour... depending on how bright the moon is.
8 The Moon. The moon is really bright compared to the stars so you can't really have it in your shot without being blown out. I've never had any sweet shots with the moon in them.
9 tripod. a good tripod is important for a sharp image. be careful of wind because it can ruin a long exposure by making the whole image fuzzy like this:
you might not be able to tell from the small one but click here to see it full size so you can see what i'm talking about...
http://www.flickr.com/photos/thomaslowe ... 2/sizes/o/
thats all i can think of right now if i come up with more i'll let you know.
here is an older one i did. its alright nothing special...
this is one i found on flickr its pretty awesome....
it can be found here....